+49.7%
GSK vs ACI
-43.7%
+93.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -3.6% | -5.0% | +1.5% | -3.1% |
| 30D | -5.9% | -2.3% | -3.6% | -5.7% |
| 3M | -4.3% | -23.2% | +18.9% | -2.2% |
| 6M | -10.8% | -29.5% | +18.7% | -8.2% |
| YTD | +1.8% | -28.6% | +30.4% | +4.5% |
| 1Y | +23.5% | -34.0% | +57.5% | +27.7% |
| 3Y | +49.5% | -45.0% | +94.5% | +57.3% |
| 5Y | +49.7% | -44.0% | +93.7% | +55.1% |
| All | +49.7% | -43.7% | +93.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling